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Full text of "Treatise On Analysis Vol-Ii"

21    PRODUCT OF MEASURES       223
belongs to </(X), and we have
(1 3.21 .3.1 )                   J*A dv = A* ( f V,

(with an abuse of notation analogous to those above).

By (12.7.8) there exists an increasing sequence (hn) of functions belonging
to JTR(X x Y) such that h = sup hn. For* each n, it follows from (13.21.1.3)

n

that the function /(*) = \hn(x,y) d^(y) belongs to JfR(X); hence /= sup/n

J                                                                                              n

belongs to ./(X), and moreover we have/(x) = (*h(x, y) dn(y) for all x e X,

by virtue of (13.5.2). Since v(hn) = A(/n) by definition, another application of
(13.5.2) completes the proof.

From now on, up to and including (13.21.16), we shall assume that the
measures A e M(X) and \JL e M(Y) are positive, and we shall write v = A  /i.

(13.21.4)   Ifh is any mapping ofX x Y into K, then
(13.21.4.1)                   f */i dv  A*( f *h(x,

Let u e ,/(X x Y) be such that h g u. Then for each x 6 X we have

Tsk                                                          /*H<

/z(x, j) rf/4(.y) ^      n(x, y) d^(y\ and consequently

= v*(u)

by (13.21.3). Hence the inequality '(13.21.4.1) follows from the definition of
v*(A) (13.15.5).

We shall write Jf *h dX dfi or f f *A(Jc, y) dX(x) d/j,(y) instead of v*(A), and
f *rfA(x) f */z(x, jj;) rf/i(^) in place of A*f |*/z(x, 7) <^(j)). Similarly, we shall use

the notations 1 1 hd^d^ and j I h(x, y) dX(x) dfj,(y) for lower integrals. Thus
the inequality (13.21.4.1) takes the form

* Pd^x) (*h(x,

(1 3.21 .4.2)             x, y) <W(x) d^y) *     d^x)     h(x, y) dfi(y)

with equality if h e */(X x Y), There is of course an analogous inequality
(resp. equality) obtained by interchanging the roles of X and Y, and anuch that the oscillation of h in